There's an article in the MS Knowledge Base that describes how to do this. You can find it at http://support.microsoft.com/support/kb/articles/q152/3/95.asp.

>It seem as thought the Setup.exe need to write info to an install diskette in order to complete the installation of an application created with Setup Wizard. I am trying to create a CD to distribute my applications on. It would include both VFP 5.0 and FP for Mac 2.6. Both seem to have this problem (needing to write to the install disk). Are there any work arounds for this problem? Thanks for any help anyone might be able to give.